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Mark Aron Szulyovszky 7aedb91069 feat(Data): added various data loading config options, walk forward method draft (#9) 
* feat(Eval): added format_data_for_backtest()

* feat(Data): added many configurable parameters to load_files to reduce boilerplate and prepare for HPO

* feat(Core): added walk forward method of training/testing

* fix(Model): remove the unnecessary softmax activation from the keras models

* feat(Core): added walk_forward_train_test()
2021-12-01 09:28:24 +01:00
archive
feat(Pytorch): added custom model to pytorch-forecasting (#8)
2021-11-18 10:59:06 +01:00
data
feat(Models): added a basic sktime model and missing USD crypto currency pairs (#7)
2021-11-17 22:28:34 +01:00
keras_models
feat(Data): added various data loading config options, walk forward method draft (#9)
2021-12-01 09:28:24 +01:00
lightning
feat(Pytorch): added custom model to pytorch-forecasting (#8)
2021-11-18 10:59:06 +01:00
utils
feat(Data): added various data loading config options, walk forward method draft (#9)
2021-12-01 09:28:24 +01:00
.gitignore
feat(Pytorch): added custom model to pytorch-forecasting (#8)
2021-11-18 10:59:06 +01:00
exploration.ipynb
feat(Models): added model that predicts 10 days ahead
2021-11-12 16:10:55 +01:00
fetch_data.py
feat(Models): added a basic sktime model and missing USD crypto currency pairs (#7)
2021-11-17 22:28:34 +01:00
load_data.py
feat(Data): added various data loading config options, walk forward method draft (#9)
2021-12-01 09:28:24 +01:00
model_classification_keras.py
feat(Data): added various data loading config options, walk forward method draft (#9)
2021-12-01 09:28:24 +01:00
model_classification_sklearn_walk_forward.py
feat(Data): added various data loading config options, walk forward method draft (#9)
2021-12-01 09:28:24 +01:00
model_classification_sklearn.py
feat(Data): added various data loading config options, walk forward method draft (#9)
2021-12-01 09:28:24 +01:00
model_classification_sktime.py
feat(Data): added various data loading config options, walk forward method draft (#9)
2021-12-01 09:28:24 +01:00
model_regression_keras.py
feat(Core): added the first classification model & the feature necessary (#4)
2021-11-16 10:02:02 +01:00
README.md
feat(Model): trying to get to a model that can train
2021-11-11 17:53:24 +01:00

README.md

Price prediction models

Installation

Make sure you use keras 2.6.0, otherwise you won't be able to train models.

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Readme 11 MiB
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Python 85%
Jupyter Notebook 15%